ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.9818-0.2440.1833-0.7517-0.3675-0.12640.3495
(p-val)(0 )(0.0782 )(0.0886 )(0 )(0.5645 )(0.359 )(0.5784 )
Estimates ( 2 )0.9711-0.2410.1863-0.7441-0.0201-0.11110
(p-val)(0 )(0.0812 )(0.0844 )(0 )(0.8672 )(0.4199 )(NA )
Estimates ( 3 )0.9716-0.24120.1852-0.74580-0.11220
(p-val)(0 )(0.0811 )(0.0851 )(0 )(NA )(0.415 )(NA )
Estimates ( 4 )0.9733-0.23610.1811-0.7437000
(p-val)(0 )(0.0882 )(0.0941 )(0 )(NA )(NA )(NA )
Estimates ( 5 )-0.5570.167100.8843000
(p-val)(4e-04 )(0.1479 )(NA )(0 )(NA )(NA )(NA )
Estimates ( 6 )-0.4521000.7293000
(p-val)(0.1514 )(NA )(NA )(0.0052 )(NA )(NA )(NA )
Estimates ( 7 )0000.3034000
(p-val)(NA )(NA )(NA )(0.0028 )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 12 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 13 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
3.03028833849435
-216.600133623590
12.1887671074146
89.0269219288254
-31.2417210535998
47.4931283037929
96.095156896652
112.511537960985
-133.013735140608
60.0581848410245
26.7565927410412
-87.5181319799948
-6.29431625088024
1.22340105839952
-159.440570126092
58.6564610902413
-89.773674299403
91.4309586838258
25.8875185603329
-9.73946292707545
-291.233115233575
119.336266541885
-52.0408251748705
24.8823074952532
53.9537502095724
23.2241365262458
-15.5309300348547
82.7246304027614
-38.2439985117063
-221.805717252218
-198.908827059517
-58.11749441816
-147.454151694735
-85.2028012754715
106.995820302892
-78.772783323145
-12.1911146374120
-193.971045175054
-70.9702909354827
190.866700715401
27.3967802739874
64.0727220701659
-14.5383818257861
106.901654755185
-4.38906928749265
45.0984036906546
33.1764901736463
22.231120387308
147.524627769017
51.7118281167394
-28.7237016615745
70.8284122614036
-87.8560285732837
81.613987958633
-44.8346498341839
79.5175191254357
112.316487458716
96.0226511714281
72.7141328829457
60.9600474629728
48.5773500271653
90.611749564699
4.1892631312362
21.6255656695243
-67.9039099295764
59.3298066543175
37.4079454353086
97.2921729955656
-7.94642254892415
33.0786063107253
52.8232238839814
122.699265916495
142.225319459058
120.448954956233
83.0715678271285
-35.6125485477892
-78.6267598724303
-216.295009630473
184.833942389594
85.3032105696525
118.246672684025
130.929068226327
41.8800809667182
88.2766997283561
129.841077347885
33.2118544439418
-143.331778876415
272.973947353217
12.5249715674954
-36.9163750206053
-65.7946767986168
-338.80898903447
178.17514120769
51.2782125364492
-304.728284015758
84.5341534242361
-328.641393358524
-6.88015309353886
-97.3960132960183
233.19325550683
-143.799888569450
-217.386319167671
-447.352971256093
127.413532218176
-171.088439707962
-678.031389339213
-34.4945139636275
-209.357265337176
126.721523208693